A maximum-likelihood Kalman filter for switching discrete-time linear systems
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Publication:620602
DOI10.1016/j.automatica.2010.07.001zbMath1218.93099OpenAlexW2158175133MaRDI QIDQ620602
Marco Baglietto, Giorgio Battistelli, Angelo Alessandri
Publication date: 19 January 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2010.07.001
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)
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